+506.2%
MDLZ vs BBWI
+424.7%
+81.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.4% |
| 7D | +0.1% | -6.2% | +6.3% | +0.9% |
| 30D | +10.0% | +25.5% | -15.5% | +6.8% |
| 3M | +7.1% | +8.0% | -0.9% | +5.6% |
| 6M | +9.8% | +12.7% | -2.9% | +7.2% |
| YTD | +26.6% | +11.6% | +15.0% | +22.7% |
| 1Y | +20.3% | -0.9% | +21.2% | +17.6% |
| 3Y | +5.4% | -22.7% | +28.1% | +2.8% |
| 5Y | +22.2% | -67.2% | +89.4% | +30.7% |
| 10Y | +92.2% | -43.7% | +135.9% | +69.3% |
| All | +506.2% | +424.7% | +81.5% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling